+50.4%
IEFA vs SPXU
-86.1%
+136.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.4% |
| 7D | -1.6% | +2.5% | -4.0% | -0.9% |
| 30D | -1.5% | +4.2% | -5.7% | -0.3% |
| 3M | +3.4% | -9.3% | +12.7% | +1.4% |
| 6M | +9.5% | -30.7% | +40.2% | +1.1% |
| YTD | +13.0% | -28.1% | +41.2% | +5.8% |
| 1Y | +18.0% | -35.2% | +53.3% | +8.2% |
| 3Y | +65.4% | -79.9% | +145.3% | +20.0% |
| All | +50.4% | -86.1% | +136.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling